Daniel W. Stroock – författare
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32 produkter
Elements of Stochastic Calculus and Analysis
Häftad, 2019
629 kr
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This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical …
Lectures on Stochastic Analysis: Diffusion Theory
Av Daniel W. Stroock, J. W. Bruce
Häftad, 1987
487 kr
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This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the …
Partial Differential Equations for Probabilists
Inbunden, 2008
1003 kr
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This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is …
Markov Processes from K. Itô's Perspective
Häftad, 2003
1682 kr
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Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's program. The modern theory of …
Concise Introduction to the Theory of Integration
Inbunden, 1998
498 kr
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This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formula, as well as the Fourier inversion formula via Hermite functions. New exercises and solutions have been added for this edition.
Large Deviations
Av Jean-Dominique Deuschel, Daniel W. Stroock
Inbunden, 2001
837 kr
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This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length …
Probability Theory, An Analytic View
Häftad, 2024
829 kr
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The third edition of this highly regarded text provides a rigorous, yet entertaining, introduction to probability theory and the analytic ideas and tools on which the modern theory relies. The main changes are the inclusion of the Gaussian isoperimetric inequality plus many improvements and …
Partial Differential Equations for Probabilists
Häftad, 2012
634 kr
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This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is …
Markov Processes from K. Ito's Perspective
E-bok, 2003
1312 kr
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Kiyosi Itô''s greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô''s program. The modern theory of …
Essentials of Integration Theory for Analysis
E-bok, 2011
744 kr
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‘A Concise Introduction to the Theory of Integration’ was once a best-selling Birkhäuser title which published 3 editions. This manuscript is a substantial revision of the material. Chapter one now includes a section about the rate of convergence of Riemann sums. The second chapter now covers both …
Mathematics of Probability
Inbunden, 2013
1639 kr
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This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and …
Concise Introduction to the Theory of Integration
E-bok, 2013
1174 kr
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This little book is the outgrowth of a one semester course which I have taught for each of the past four years at M. 1. T. Although this class used to be one of the standard courses taken by essentially every first year gradu ate student of mathematics, in recent years (at least in those when I …
Essentials of Integration Theory for Analysis
Inbunden, 2020
769 kr
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When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this …
Essentials of Integration Theory for Analysis
E-bok, 2020
710 kr
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When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this …
Essentials of Integration Theory for Analysis
Häftad, 2021
551 kr
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When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this …
Gaussian Measures in Finite and Infinite Dimensions
Häftad, 2023
607 kr
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This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and …
Gaussian Measures in Finite and Infinite Dimensions
E-bok, 2023
734 kr
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This text provides a concise introduction, suitable for a one-semester special topics course, to the remarkable properties of Gaussian measures on both finite and infinite dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier analysis plays an essential role, …
Concise Introduction to Analysis
Häftad, 2015
498 kr
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This book provides an introduction to the basic ideas and tools used in mathematical analysis. It is a hybrid cross between an advanced calculus and a more advanced analysis text and covers topics in both real and complex variables. Considerable space is given to developing Riemann integration …
Concise Introduction to Analysis
E-bok, 2015
652 kr
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This book provides an introduction to the basic ideas and tools used in mathematical analysis. It is a hybrid cross between an advanced calculus and a more advanced analysis text and covers topics in both real and complex variables. Considerable space is given to developing Riemann integration …
Elements of Stochastic Calculus and Analysis
Inbunden, 2018
629 kr
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This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical …
Elements of Stochastic Calculus and Analysis
E-bok, 2018
815 kr
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This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered here has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical …
Introduction to Markov Processes
E-bok, 2005
868 kr
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To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P)»j are n- negative and each row of P sums to 1) to higher and higher powers or one …
Multidimensional Diffusion Processes
Av S.R.S. Varadhan, Daniel W. Stroock
E-bok, 2007
815 kr
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"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an …
Malliavin Calculus at Saint-Flour
Av Nobuyuki Ikeda, David Nualart m. fl.
Häftad, 2012
387 kr
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Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.
Introduction to Markov Processes
Inbunden, 2013
934 kr
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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: …
Introduction to Markov Processes
E-bok, 2013
864 kr
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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: …
Multidimensional Diffusion Processes
Av Daniel W. Stroock, S.R.S. Varadhan
Häftad, 2014
607 kr
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"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an …
Introduction to Markov Processes
Häftad, 2016
660 kr
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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: …
